Access Statistics for Steffen Sorensen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors 0 0 0 224 2 3 4 1,030
Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium 0 0 0 150 1 2 3 611
Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves 0 0 2 152 2 2 8 355
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 0 0 4 689 2 7 14 1,818
Macroeconomic Sources of Equity Risk 0 0 0 601 4 4 8 2,259
Measuring monetary policy expectations from financial market instruments 0 0 0 96 2 4 11 288
Stress tests of UK banks using a VAR approach 0 1 2 960 1 3 6 2,040
THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY 0 0 0 171 1 1 2 487
The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) 0 0 1 133 2 3 6 395
The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility 0 0 0 164 0 0 3 552
The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks 0 0 0 135 1 1 2 373
The asymmetric effect of the business cycle on the relation between stock market returns and their volatility 0 0 0 72 1 6 6 226
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 0 0 0 794 4 4 7 2,498
Total Working Papers 0 1 9 4,341 23 40 80 12,932

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital 0 0 0 4 0 0 2 57
Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves 1 1 2 234 2 6 9 560
The equity premium and the business cycle: the role of demand and supply shocks 0 0 0 62 0 0 1 164
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 1 4 12 325 3 14 35 798
Total Journal Articles 2 5 14 625 5 20 47 1,579

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06